I take an aspect of something like a character personality trait, appearance or part of their history and put a word to it.
Like if he was supposed to be a tall imposing fighter, I might take the word "tower" or perhaps "mountain".
Then I find that word in another language. Latin works well most of the time, sometimes I use German / Nordic.
Then I tweak the word to sound more like a name or mash it with an existing name to create a new one.
After that I'll either do the process again for their last name or give them a more common name.
So as an example, I want a strong and resiliant fighters name so I'd start with "Tower" and "Stone".
German gives me a cool name with that, Steintrum. Then I'd just give him a simpler name at the front.
Martin Steintrum.
For any RPG characters I'll usually use this method as I like to name names that mean something.